Markets
Trading volatility across global futures
When macro headlines turn, correlation regimes shift fast. Here is how we adjust position sizing and hedges across our futures book.
Read moreNotes from our trading desk — how we read global futures markets and position our own capital.
When macro headlines turn, correlation regimes shift fast. Here is how we adjust position sizing and hedges across our futures book.
Read moreThe global rates curve has repriced sharply. We examine where futures on STIRs and long-end contracts offer the cleanest risk-reward.
Read moreEnergy, metals, and ags each carry distinct term-structure signatures. Reading them well is the difference between edge and drift.
Read moreTrading our own capital in futures rewards signal discipline, cost-aware execution, and a clear thesis for why an edge should persist.
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